Photo of Ashley Wang

Ashley Wang

Education

  • Ph.D., Finance, University of California - Los Angeles, 2003
Current Research Topics
  • Empirical Asset Pricing
  • Hedge Funds and Mutual Funds
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2010 - present
  • Assistant Professor

    Paul Merage School of Business, University of California - Irvine

    2003 - 2010
  • Sun, Zheng, Ashley W. Wang, and Lu Zheng (forthcoming). "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Journal of Financial and Quantitative Analysis.
  • Mintchika, Natalia, Ashley Wang, and Gaiyan Zhang (2014). "Institutional Investor Preferences for Analyst Forecast Accuracy: Which Institutions Care?" International Review of Accounting, Banking and Finance, vol. 6, no. 1, pp. 86-114.
  • Sun, Zheng, Ashley Wang, and Lu Zheng (2012). "Road Less Travelled: Strategy Distinctiveness and Hedge Fund Performance," Review of Financial Studies, vol. 25, no. 1, pp. 96-143.
  • Brennan, Michael J., and Ashley W. Wang (2010). "The Mispricing Return Premium," Review of Financial Studies, vol. 23, no. 9, pp. 3437-3468.
  • Wang, Ashley W., and Gaiyan Zhang (2009). "Institutional Ownership and Credit Spreads: An Information Asymmetry Perspective," Journal of Empirical Finance, vol. 16, no. 4, pp. 597-612.
  • Brennan, Michael J., Ashley W. Wang, and Yihong Xia (2004). "Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing," Journal of Finance, vol. 59, no. 4, pp. 1743-1775.
  • Longstaff, Francis A., and Ashley W. Wang (2004). "Electricity Forward Prices: A High-Frequency Empirical Analysis," Journal of Finance, vol. 59, no. 4, pp. 1877-1900.
Referee
  • Journal of Finance
  • Journal of Financial Markets
  • Journal of Banking and Finance
  • Energy Journal
  • Journal of Financial and Quantitative Analysis
  • Journal of Empirical Finance
  • International Review of Finance
Professional Affiliation
  • American Finance Association
  • Society of Financial Studies
  • Western Finance Association
Last update: November 6, 2017